How do you disable full-screen caller ID on the lock screen?

Upgraded to a new phone and suddenly every call fills the screen with the photo of the contact. I don't want this, ever. Locked or unlocked.

How do I disable it so only a banner or smaller alert appears on the phone, in both locked and unlocked state?

I can see the settings in Phone / Incoming Calls / Banner or Full Screen - but as the text says this only applies to when the iPhone is unlocked. How do I set the state for locked?

Thanks for your help!